diff --git a/zipline/data/benchmarks.py b/zipline/data/benchmarks.py index d3620bce..7bcd28a5 100644 --- a/zipline/data/benchmarks.py +++ b/zipline/data/benchmarks.py @@ -42,15 +42,10 @@ def format_yahoo_index_url(symbol, start_date, end_date): ) -def get_benchmark_returns(symbol, start_date=None, end_date=None): +def get_benchmark_returns(symbol, start_date, end_date): """ Get a Series of benchmark returns from Yahoo. """ - if start_date is None: - start_date = pd.Timestamp(0, tz='UTC') - if end_date is None: - end_date = pd.Timestamp('now', tz='UTC') - data = pd.read_csv( format_yahoo_index_url(symbol, start_date, end_date), parse_dates=['Date'],